+128.7%
CSX vs NIO
-46.7%
+175.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -2.2% |
| 7D | -2.7% | -3.6% | +0.9% | -2.5% |
| 30D | +7.0% | -8.0% | +15.1% | +7.4% |
| 3M | -0.3% | -31.2% | +30.9% | +1.5% |
| 6M | +13.5% | -45.8% | +59.3% | +16.8% |
| YTD | +41.5% | -37.3% | +78.8% | +44.1% |
| 1Y | +45.8% | -56.1% | +101.9% | +51.1% |
| 3Y | +74.4% | -61.1% | +135.5% | +77.8% |
| 5Y | +53.6% | -92.4% | +146.0% | +64.3% |
| All | +128.7% | -46.7% | +175.4% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling